STAT 457

Time Series Analysis

Units: 1.5

Hours: 3-0

Stationary time series; Box-Jenkins methodology; autoregressive, moving-average and ARIMA models; smoothing; time series regression; spectral analysis and linear filters.

Note:

  • Students with credit for STAT 454 require permission of the department.

Prerequisites:

  • For students with declared Major in Combined Financial Mathematics and Economics:
  • STAT 350 and ECON 366.
  • For students without declared Major in Combined Financial Mathematics and Economics:
  • STAT 350 and STAT 353.

Undergraduate course in Statistics offered by the Department of Mathematics and Statistics in the Faculty of Science.

Schedules:
Summer Fall Spring

Note that not all courses are offered in every term. If a course is not offered, the schedule page will alert you that "No classes were found that meet your search criteria."